Standard error correction when using control function appro

[bvguizar]

Dear all,

I am trying to fit a linear regression model with one endogenous variable using the control function approach -two-stage residual inclusion estimator- as described in Wooldridge (2010, pp. 126-129).

estimation needed:

(1) reg y2 x1 x2 z1 z2
(2) predict u^, res
(3) reg y1 y2 x1 x2 u^

where y1 is my dependent variable, y2 is the endogenous variable, x1 and x2 are exogenous explanatory variables, and z1 and z2 are valid instruments for y2. Since the fitted residual from the first stage is included in the second stage regression as an additional regressor, the standard errors need to be corrected. Wooldridge (2010, pp. 157-160) derives the formula for the corrected standard errors in his book in Appendix 6A, equation (6.58).

My question is:

(1) Has someone already implemented this standard error correction in EViews or has calculated equation (6.58) in Appendix 6A manually from Wooldridge?

Any help is greatly appreciated.

Best,
Blanca Guizar

References:
Wooldridge, J. M. (2010), Econometric Analysis of Cross Section and Panel Data, 2nd edition, MIT Press, Cambridge MA.